Programmer Analyst

About the Role

As a real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI, you will meet the needs of our traders in the fixed income markets. You will work with RiskOne RT, the real-time risk analysis and valuation engine for fixed income and foreign exchange, and downstream applications such as Great Server, GROS, DARIUS, and Mercury.

Responsibilities

• Build, troubleshoot, and support in C#/.Net for various Front Office business applications.
• Ensure the Real-Time indicators (PnL, Risks) produced by the Risk Engine provide traders with the most accurate and timely market position.
• Research production issues, including analysis of the Greeks, PnL, and explanations of sensitivities.
• Work closely with the front-office, RISQ, and ARD departments to design, implement, and ensure timely deliveries.
• Actively participate in the LATAM push to Global tool.
• Proactively perform code testing and UAT directly with traders prior to release.
• Provide follow-the-sun support for Asia to ensure smooth market open.
• Reinforce Agile and CI/CD methodologies for production stability and follow release management/change management processes.
• Responsible for the 1st and 2nd level of support.
• Interact with other members of the RT Chapter to build the target vision of the chain, including progressive decommissioning of Excel tools and implementation of the One Target user-interface.
• Collaborate with key stakeholders, requiring functional and technical skills across all products and systems.

Requirements

• Bachelor’s degree in computer science, engineering, or equivalent job experience (quantitative knowledge is a plus).
• At least 2 years of Market Risk and PnL experience at a large bank or insurance company.
• Knowledge in Finance, especially market risk processes and fixed income products.
• Understanding of Agile development practices.
• Ability to work with tight deadlines and under pressure.
• Ability to troubleshoot complex issues and work in a multitasking environment.
• Strong written and verbal communication skills.
• Collaboration and team spirit.

Skills

• Strong technical skills in .Net C#.
• Thorough knowledge of object-oriented programming.
• Experience working with fixed income products, particularly interest rate swaps and futures.
• Experience working with Oracle and MySQL.
• Experience working in a team environment using GitHub and GitHub Copilot to streamline development workflow.

Languages

• Fluent in English.

About the Company

Societe Generale is committed to offering an inclusive recruitment experience. The company lives by its four core values: commitment, responsibility, team spirit, and innovation. Societe Generale focuses on maximizing its ability to serve client needs and anticipate market changes through experimentation and collaboration.